Usually not. Pressing the button usually connects that wire to earth, to make the circuit and let current pass through the horn and then it operates.
If you short the wire coming up the steering column to earth the horn should sound, that will test your horn circuit. The other side of that switch will connect the wire on the steering wheel to earth, through the metal of the steering column, so there needs to be a good clean connection between all the metal surfaces for it to do so.